Class for computing the Box-Cox power tranformations defined for a set of data points, {yi}, and parameter value lambda by yi(lambda) = (yi^lambda - 1)/lambda. In addition methods for computing the corresponding log-likelihood function and the value of lambda which maximizes it are provided.

Namespace:  CenterSpace.NMath.Stats
Assembly:  NMathStats (in NMathStats.dll) Version: 3.4.0.0

Syntax

C#
public class BoxCox
Visual Basic (Declaration)
Public Class BoxCox
Visual C++
public ref class BoxCox

Inheritance Hierarchy

System..::.Object
  CenterSpace.NMath.Stats..::.BoxCox

See Also